Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52130.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47963.79 Kr¶

PnL: ---------------------------------------> -962.71 Kr¶

DD now: ---------------------------------> -1.863 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 16:55:28.629059'

Anic Portfolio¶

Today¶

Return: -0.354 %¶

This Week¶

Return: -0.354 %¶

Total portfolio value¶

Return including deposits: 70.663 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.630000 879.000000 34.000000 4.020000 845.000001
Svolder B 35 2.030000 2199.750000 26.250000 1.210000 2173.500000
BHG Group 49 -5.270000 660.030000 21.030000 3.290000 638.999984
SynAct Pharma 9 -1.340000 665.100000 20.100000 3.120000 645.000003
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 1.790000 715.800000 15.800000 2.260000 699.999999
Vitrolife 3 2.220000 690.600000 13.600000 2.010000 677.000001
Embracer Group B 26 -0.020000 673.920000 11.920000 1.800000 661.999988
Indutrade 5 1.220000 1326.500000 6.500000 0.490000 1320.000000
Sdiptech B 3 -0.110000 828.300000 6.300000 0.770000 822.000000
Addnode Group B 6 1.120000 757.800000 5.800000 0.770000 751.999998
Fortnox 10 3.990000 672.800000 4.800000 0.720000 668.000000
Latour B 2 1.610000 453.200000 4.200000 0.940000 449.000000
Nolato B 12 -1.460000 648.600000 0.600000 0.090000 648.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.800000 653.450000 -0.550000 -0.080000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -3.880000 570.000000 -4.000000 -0.700000 574.000000
Sampo Oyj SDB 1 -0.600000 499.000000 -6.000000 -1.190000 505.000000
Lime Technologies 2 -1.350000 586.000000 -7.000000 -1.180000 593.000000
Investor B 3 0.510000 648.900000 -9.100000 -1.380000 657.999999
SCA A 4 -0.270000 588.800000 -10.200000 -1.700000 599.000000
BONESUPPORT HOLDING 10 -1.620000 1213.000000 -11.000000 -0.900000 1224.000000
Humana 40 2.110000 656.800000 -17.200000 -2.550000 674.000000
Lundin Gold 7 0.620000 915.600000 -58.400000 -6.000000 973.999999
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Ambea 68 0.610000 2473.840000 -63.160000 -2.490000 2537.000032
Balco Group 39 -2.830000 1807.650000 -67.350000 -3.590000 1874.999997
Investor A 16 0.370000 3468.800000 -76.200000 -2.150000 3545.000000
Gaming Innovation Group 161 1.000000 4081.350000 -106.650000 -2.550000 4187.999942
Sedana Medical 135 -5.240000 4198.500000 -132.500000 -3.060000 4330.999935
New Wave B 40 -1.200000 3772.800000 -143.200000 -3.660000 3916.000000
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -2.920000 2582.600000 -384.400000 -12.960000 2966.999993
TOTAL 47963.790000 -962.710000 -1.86262% 48926.499863

Updated:¶

'2023-06-13 16:55:46.288320'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶